What report do I run to analyze a website for its keyword density? I want to analyze a whole site and not input any keywords. I just want to see what comes back.

You can analyze each page for keyword density separately. You need to select an URL in your workspace and click "Analyze". Just input any word to get to the "Webpages" analysis section. In the main table you will see the list of all words on the page and their density in all page elements.